+215.0%
AU vs SGI
+2,073.9%
-1,858.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.3% | +9.3% | -9.6% | -1.5% |
| 30D | +12.8% | +6.9% | +5.9% | +11.7% |
| 3M | +28.5% | +2.8% | +25.6% | +27.8% |
| 6M | +4.8% | -12.6% | +17.4% | +6.7% |
| YTD | +31.0% | -21.5% | +52.5% | +35.1% |
| 1Y | +81.4% | -18.8% | +100.2% | +86.2% |
| 3Y | +618.4% | +60.8% | +557.6% | +568.7% |
| 5Y | +686.3% | +60.0% | +626.3% | +615.6% |
| 10Y | +664.5% | +267.8% | +396.7% | +477.1% |
| All | +215.0% | +2,073.9% | -1,858.9% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling